A Computer Program for the Maximum Likelihood Analysis of Types
Abstract
This report contains a description of a computer program for estimating the parameters of a mixture of multivariate normal distributions with unknown frequencies, means, and covariances. The basic equations for the procedure are presented for the first time here, with their derivation omitted. An example with the results of the computer printout is described for an artificially constructed mixture of three bivariate normal distributions. The method of using the program and the Fortran listing are detailed in this report.
Document Details
- Document Type
- Technical Report
- Publication Date
- May 01, 1965
- Accession Number
- AD0620026
Entities
People
- John H. Wolfe